Passing Stock Universe Data into a Factor Analysis Module

Summary

This forum exchange addresses an error encountered when adding a code-list module to a factor analysis workflow. The reply explains that the code-list module returns a dictionary rather than a DataSource object, which is the type expected by the factor analysis module. The required input is a DataSource containing feature, data, and instrument columns.

A follow-up asks how to analyze a chosen stock pool. The response points to the stock-pool option within the factor analysis module and advises importing a trained data table when users want to select stocks themselves. The exchange provides a practical clarification about data types and workflow inputs, but does not show the linked experiment’s error details or provide a full step-by-step example. Its guidance is specific to the described platform modules and does not explain the statistical methods or evaluation criteria used in factor analysis.

Key ideas

• The code-list module returns a dictionary, not the DataSource expected by the factor analysis module.
• The factor analysis input should be a DataSource containing feature, data, and instrument columns.
• The factor analysis module includes an option for specifying a stock pool.
• Users selecting stocks themselves can import a trained data table into the module.
• The exchange does not explain the factor analysis methodology or evaluation criteria.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.